We've never seen Anduin use Power Word: Shield a single time in the actual game or cutscene. He used it once during the short story and that's it. Remember when he fought a Dreadlord and didn't use Shalamayne to kill it? HE USED MAGIC.
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Him wielding the sword is fine. Anybody can swing a sword they're holding. Him being a melee fighter is the problem where they completely broke what his character was up until that point.
I think they just wanted to have him use the sword more in the game after he just did that huge light bubble in the cinematic. My best guess is they wanna make more people like him. I definitely think they can do both but show off he's more of a caster in the future.